//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Frey, Rüdiger"
~person:"Gehricke, Sebastian A."
~person:"Hsu, Wei-tze"
~subject:"Jump-diffusion process"
~subject:"Option trading strategy"
~subject:"Option trading"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Jump-diffusion process
Option trading strategy
Option trading
Statistische Verteilung
Black-Scholes model
11
Black-Scholes-Modell
11
Option pricing theory
8
Optionspreistheorie
8
Volatility
8
Volatilität
8
Optionsgeschäft
7
Hedging
6
Theorie
6
Theory
6
Derivat
3
Derivative
3
Börsenkurs
2
Implied volatility (IV)
2
Search theory
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Suchtheorie
2
Aktienoption
1
Anlageverhalten
1
Behavioural finance
1
CAPM
1
Compound option
1
Double exponential distribution
1
Financial crisis
1
Finanzkrise
1
Handelsvolumen der Börse
1
IV smirk
1
IV smirks
1
Implied volatility smirk
1
Index derivative
1
Index futures
1
Index-Futures
1
Indexderivat
1
Investor sentiment
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
Language
All
English
7
Author
All
Frey, Rüdiger
Gehricke, Sebastian A.
Hsu, Wei-tze
Carr, Peter
5
Kühn, Christoph
5
Wystup, Uwe
5
Zanette, Antonino
5
Chance, Don M.
4
Fusai, Gianluca
4
Griebsch, Susanne
4
Ko, Bangwon
4
Lee, Hangsuck
4
Lieberman, Offer
4
Phillips, Peter C. B.
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Alexander, Carol
3
Alghalith, Moawia
3
Chan, Leunglung
3
Fukasawa, Masaaki
3
Gamba, Andrea
3
Jackwerth, Jens Carsten
3
Kōnstantinidēs, Giōrgos
3
Necula, Ciprian
3
Orosi, Greg
3
Perrakis, Stylianos
3
Reisinger, Christoph
3
Saretto, Alessio
3
Zhang, Jin E.
3
Ševčovič, Daniel
3
Adam, Michael
2
Alòs, Elisa
2
Ang, James S.
2
Barone, Gaia
2
Baule, Rainer
2
Brooks, Robert
2
Chen, Ying
2
Chorro, Christophe
2
Cohen, Samuel N.
2
Cortes, Lina
2
more ...
less ...
Published in...
All
Applied economics
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Discussion paper / B
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
5
Risk management for derivatives in illiquid markets : a simulation study
Frey, Rüdiger
;
Patie, Pierre
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 137-159)
.
2002
Persistent link: https://www.econbiz.de/10001672230
Saved in:
6
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
7
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->